BNP Paribas Call 0.88 EUR/GBP 19.12.2025
/ DE000PC7N7Z8
BNP Paribas Call 0.88 EUR/GBP 19..../ DE000PC7N7Z8 /
| 2024-06-07 9:20:50 PM |
Chg.-0.090 |
Bid9:22:25 PM |
Ask9:22:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
-3.63% |
2.380
Bid Size: 20,000 |
2.390
Ask Size: 20,000 |
- |
0.88 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC7N7Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.88 GBP |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
40.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
0.04 |
| Parity: |
-3.37 |
| Time value: |
2.49 |
| Break-even: |
1.06 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
33.89 |
| Rho: |
0.01 |
Quote data
| Open: |
2.490 |
| High: |
2.490 |
| Low: |
2.380 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.53% |
| 1 Month |
|
|
-21.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
2.480 |
| 1M High / 1M Low: |
3.070 |
2.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
20.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
